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Explaining the level of credit spreads :
option-implied jump risk premia in a firm value model /
Martijn Cremers ... [et al.].

APA Citation

Cremers, M., Bank for International Settlements. Monetary and Economic Dept. (2005). Explaining the level of credit spreads: option-implied jump risk premia in a firm value model. Basel, Switzerland: Bank for International Settlements.

MLA Citation

Cremers, Martijn, and Bank for International Settlements. Monetary and Economic Dept. Explaining the Level of Credit Spreads: Option-implied Jump Risk Premia In a Firm Value Model. Basel, Switzerland: Bank for International Settlements, 2005.

Warning: These citations may not always be complete (especially for serials).

Explaining the level of credit spreads : option-implied jump risk premia in a firm value model / Martijn Cremers ... [et al.].

APA Citation

MLA Citation

Explaining the level of credit spreads :
option-implied jump risk premia in a firm value model /
Martijn Cremers ... [et al.].